+7.0%
ACN vs CME
+15.2%
-8.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.2% |
| 7D | -2.5% | -0.6% | -2.0% | -2.3% |
| 30D | +22.6% | +8.5% | +14.1% | +19.2% |
| 3M | +45.9% | +16.0% | +29.9% | +38.8% |
| 6M | +43.8% | +9.3% | +34.5% | +34.3% |
| YTD | -2.5% | +15.3% | -17.8% | -5.9% |
| All | +7.0% | +15.2% | -8.1% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling